Items where Author is "Gera, Imre"

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London, András, Gera, Imre, Bánhelyi, Balázs: Markowitz Portfolio Selection Using Various Estimators of Expected Returns and Filtering Techniques for Correlation Matrices.
Acta Polytechnica Hungarica, 15 (1). pp. 217-229. ISSN 17858860 (2018)

Gera, Imre, Bánhelyi, Balázs, London, András: Testing the Markowitz Portfolio Optimization Method with Filtered Correlation Matrices.
In: Middle-European Conference on Applied Theoretical Computer Science (MATCOS 2016). Institut Jožef Stefan, Ljubljana, pp. 44-47. (2016) ISBN 9789612641047

This list was generated on 2021. január 24. 11:12:06 CET.